Perturbation analysis of the discrete Riccati equation
نویسندگان
چکیده
The sensitivity of the discrete-time matrix Riccati equation relative to perturbations in its coefficients is studied. Both local and non-local perturbation bounds are obtained. In particular the conditioning of the equation is determined.
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ورودعنوان ژورنال:
- Kybernetika
دوره 29 شماره
صفحات -
تاریخ انتشار 1993